+28.2%
BABA vs MTB
+161.1%
-132.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -4.8% | +1.7% | -6.5% | -5.2% |
| 30D | -11.9% | -4.2% | -7.7% | -11.0% |
| 3M | -9.3% | +8.9% | -18.1% | -11.3% |
| 6M | -14.2% | +10.9% | -25.1% | -16.7% |
| YTD | -22.0% | +21.5% | -43.5% | -26.0% |
| 1Y | -12.7% | +21.9% | -34.6% | -17.3% |
| 3Y | +26.7% | +109.2% | -82.6% | +1.9% |
| 5Y | -29.3% | +102.0% | -131.3% | -42.6% |
| 10Y | +21.2% | +171.9% | -150.7% | -17.8% |
| All | +28.2% | +161.1% | -132.9% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling